Hello,

I'm analysing the effect of R&D expenditure on firm's ESG score and the moderating effect of institutional quality.
I have one IV, and one DV (both firm-level), one moderator (country-level) and 6 control variables (5 firm-level, 1 country-level).
I'm using panel data from 2014 until 2019 for around 320 companies.

If I'm correct, I first need to perform several test: normality (Shapiro-Wilk test), heteroskedasticity (Breusch-Pagan test), multicollinearity (VIF) and autocorrelation (Durbin Watson test).
How do I perform these for panel data? I found -swilk-, -estat hettest-, -estat vif-, -dwstat-
However, I do not know how these commands differ when using panel data.

I would highly appreciate it if someone could help me with some clarification here.